Here, a non-linear analysis method is applied rather than classical one to study projective changes of Finsler metrics. More intuitively, a projectively invariant pseudo-distance is introduced and characterized with respect to the Ricci tensor and its covariant derivatives.
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We give a characterization of the boundaries of holomorphic chains in complex projective space in terms of certain non-linear moment conditions. This extends previous work of the authors and complements results of Dolbeault and Henkin.
End-to-end CCA optimizes both discriminative and latent space projections for multi-view learning.
Paper converts deep networks to flat, equivalent kernel machines.
Develops a Riemannian archetypal analysis for interpretable non-linear data.
We show that a properly convex projective structure on a closed oriented surface of negative Euler characteristic arises from a Weyl connection if and only if is hyperbolic. We phrase the problem as a non-linear PDE for a Beltrami differential by using that admits a compatib…
We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-Rényi Maximum Correlation Coefficient. RDC is defined in terms of correlation of random non-linear copula projections; it is invariant with respec…
Here, a non-linear analysis method is applied rather than classical one to study projective Finsler geometry. More intuitively, by means of an inequality on Ricci-Finsler curvature, a projectively invariant pseudo-distance is introduced and an analogous of Schwarz' lemma in Finsler geometry is proved. Next, the Schwarz…
The goal of a recommendation system is to predict the interest of a user in a given item by exploiting the existing set of ratings as well as certain user/item features. A standard approach to modeling this problem is Inductive Matrix Completion where the predicted rating is modeled as an inner product of the user and …
DPLS improves asset pricing by capturing non-linear risk factor structures.
TailCoR measures co-movement of financial crises events.
FPP creates interpretable 2D embeddings for high-dimensional data.
This paper extends forecast reconciliation to non-linearly constrained time series.
This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.
MimicGAN improves robustness of image projections under corruption.
The -groupoid of symmetries is minimal under specific conditions.
Rocket algorithm classifies time-series data efficiently using random projections and natural sparsity.
The paper proposes using non-isotropic distances for more accurate trace link recommendation.
This research uses DPPs to improve semi-parametric regression models.
We propose fast approximations for the generalized sliced-Wasserstein distance.
The local linear embedding algorithm (LLE) is a non-linear dimension-reducing technique, widely used due to its computational simplicity and intuitive approach. LLE first linearly reconstructs each input point from its nearest neighbors and then preserves these neighborhood relations in the low-dimensional embedding. W…
Project forecasts liquidity withdrawal using machine learning models.
Develops optimal low-dimensional approximations to high-dimensional SDEs.
Improves financial instrument pricing using neural networks.
Bayesian model merges multi-view latent models and kernel methods.
We define two new notions of projection of a stochastic differential equation (SDE) onto a submanifold: the Ito-vector and Ito-jet projections. This allows one to systematically develop low dimensional approximations to high dimensional SDEs using differential geometric techniques. The approach generalizes the notion o…
We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the projection to the manifold of Brownian motions developed in the frame bundle lead …
Two-dimensional embeddings remain the dominant approach to visualize high dimensional data. The choice of embeddings ranges from highly non-linear ones, which can capture complex relationships but are difficult to interpret quantitatively, to axis-aligned projections, which are easy to interpret but are limited to biva…
Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network for the whole studied time series, providing an average picture of a very long, e…
The paper studies the holonomy of spherically symmetric Finsler metrics.
We consider the clustering problem of attributed graphs. Our challenge is how we can design an effective and efficient clustering method that precisely captures the hidden relationship between the topology and the attributes in real-world graphs. We propose Non-linear Attributed Graph Clustering by Symmetric Non-negati…
A new method optimizes projection directions for sliced Wasserstein distances.
A method for clustering small datasets in high dimensions using random projections.
The analysis of classical consensus algorithms relies on contraction properties of adjoints of Markov operators, with respect to Hilbert's projective metric or to a related family of seminorms (Hopf's oscillation or Hilbert's seminorm). We generalize these properties to abstract consensus operators over normal cones, w…
The abstract introduces golden Finsler structures and explores their local and global properties.
Currently, approximately 30% of epileptic patients treated with antiepileptic drugs (AEDs) remain resistant to treatment (known as refractory patients). This project seeks to understand the underlying similarities in refractory patients vs. other epileptic patients, identify features contributing to drug resistance acr…
Unified model learns joint and individual features from brain imaging data.
Random projections are able to perform dimension reduction efficiently for datasets with nonlinear low-dimensional structures. One well-known example is that random matrices embed sparse vectors into a low-dimensional subspace nearly isometrically, known as the restricted isometric property in compressed sensing. In th…
Neural networks use their hidden layers to transform input data into linearly separable data clusters, with a linear or a perceptron type output layer making the final projection on the line perpendicular to the discriminating hyperplane. For complex data with multimodal distributions this transformation is difficult t…
The paper sharpens the analysis of sketch-and-project methods using randomized singular value decomposition.
Kernelized convex clustering handles non-linear and non-convex data.
Pseudo-Riemannian metrics with Levi-Civita connection in the projective class of a given torsion free affine connection can be obtained from (and are equivalent to) the maximal rank solutions of a certain overdetermined projectively invariant differential equation often called the metrizability equation. Dropping this …
In representation learning and non-linear dimension reduction, there is a huge interest to learn the 'disentangled' latent variables, where each sub-coordinate almost uniquely controls a facet of the observed data. While many regularization approaches have been proposed on variational autoencoders, heuristic tuning is …
Study evaluates risk in options using volatility surface projections.
For their ability to capture non-linearities in the data and to scale to large training sets, local Support Vector Machines (SVMs) have received a special attention during the past decade. In this paper, we introduce a new local SVM method, called L-SVMs, which clusters the input space, carries out dimensionality r…
We propose a novel methodology, forest floor, to visualize and interpret random forest (RF) models. RF is a popular and useful tool for non-linear multi-variate classification and regression, which yields a good trade-off between robustness (low variance) and adaptiveness (low bias). Direct interpretation of a RF model…
Optimal persuasion involves projecting state vectors onto lower-dimensional 'optimal information manifolds'.
Adaptive framework improves nonparametric dimensionality reduction.